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Hello Mr. Ozga, I am working on a python implementation of the levermann method to be applied on both European and US market. Looking through the internet I found that you are also doing some work on that and that you also as me are based in Munich. It would be nice to know how far did you get in it and we could also share ideas on the algorithm. I personally would like to test the implementation on the quantopian website which provide good access to data and also the possibility to like the algorithm to Interactive Brokers